This post was prompted by Michael Covel’s interview Traders’ Magazine in which he claims that trend followers don’t try to make predictions. This idea that trend followers do not forecast returns is widely and frequently repeated. It is also complete nonsense. Every…

Presenting the similarity between multiple time series in an intuitive manner is not an easy problem. The standard solution is a correlation matrix, but it’s a problematic approach. While it makes it easy to check the correlation between any two series,…

When I was first starting out a couple of years ago I didn’t really track my performance beyond the simple report that IB generates. Eventually I moved on to excel sheets which grew to a ridiculous and unmanageable size. I took…